Lan Wangji was, indeed, teasing him, but Magnus is too sweet for him to maintain that approach with much success. He's silent as he considers whether he does need or want any advice regarding Wei Ying. Once, he would have felt desperate for guidance on that front, if too proud to accept it from anyone. Most of his lingering concerns would involve revealing significantly more to Magnus than he has yet. He hasn't kept these things from Magnus out of shame, precisely. It's only that he looks at Magnus and sees Sizhui, and Sizhui's ignorance was a matter of his own safety for most of his life. "Have I told you that Wei Ying was dead for thirteen years?"